Flex cannot *directly* connect to SQL Server or any other
database for that matter.

You get data into flex using a HTTP layer: like for example
using a ASP or ASP.NET page to generate XML -- or any other format
of your choice JSON, CVS -- use HTTPService class, send a request
to your server, get the data using result event of the class and do
whatever you want to do wit this data.

Similarly, you'll need to post the data to the server over
HTTP and store in the database.

Thanks atta707,
In accordance with you answer, we must export data from a
table (or more) in SQL Server database to a XML data. It seems
taking more time and hard to coding.
So, please tell me how to find a tool or a component that
help me to do this.

Consider a ASP.NET page. It can connect to SQL Server using
ODBC driver -- or whatever MS call the driver these days -- you run
your query and get a result set. you process the result set and
convert it to an XML string. Maybe using some library or built-in
support for XML in .NET framework. Now you XML ready. Just write to
the Response object of your page.

Have you made any Ajax calls for data in your project? If so,
you already know how to get this data in Flex. Using HTTPService
class instead of XMLHTTPRequest.